0.41Open0.50Pre Close9 Volume30 Open Interest2.50Strike Price272.00Turnover191.57%IV10.24%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier30DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6228Delta0.2694Gamma4.42Leverage Ratio-0.0089Theta0.0008Rho2.75Eff Leverage0.0028Vega